Change point analyses identify times or positions of an ordered stochastic process that undergo abrupt local changes. These abrupt changes are typically seen as shifts in expectation, variability, or shape of an underlying distribution (or some combination of the three). Methods that detect change points have been employed in a variety of fields, including finance [1]}, climatology
[2]}, and ecology [3]} to name a few. Due to this, many change point methods have been proposed in the statistical literature both in a univariate [4]} and a multivariate setting [5]}.
